"on purpose" is the most casual of the three. It's the phrase one would expect to hear from a child complaining of some injustice - "You hit me on purpose!".
In everyday informal settings, you would most likely to hear and use "deliberately". People often say, "that car deliberately sped up as soon as I had a chance to pass, then slowed down again". In a sentence like that one, "intentionally" would sound unusual. It's best to use "intentionally" when writing.
For example, someone once thought I had written "contemn" instead of "condemn". I replied that I had intentionally used "contemn", because it was my intent, it was the word I had intended to use.